+1,163.0%
UNP vs CVE
+89.9%
+1,073.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -5.3% | +2.5% | -7.9% | -5.9% |
| 30D | -1.5% | +16.7% | -18.3% | -5.1% |
| 3M | +10.3% | +9.3% | +1.0% | +7.5% |
| 6M | +9.7% | +43.6% | -33.9% | 0.0% |
| YTD | +27.1% | +93.6% | -66.5% | +7.8% |
| 1Y | +32.6% | +98.8% | -66.2% | +11.4% |
| 3Y | +40.0% | +73.6% | -33.6% | +18.5% |
| 5Y | +50.8% | +312.5% | -261.6% | -1.6% |
| 10Y | +278.6% | +161.0% | +117.6% | +128.8% |
| All | +1,163.0% | +89.9% | +1,073.1% | +679.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling